Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47709.24 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46314.32 Kr¶

PnL: ---------------------------------------> -574.25 Kr¶

DD now: ---------------------------------> -1.893 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 14:49:30.638820'

Anic Portfolio¶

Today¶

Return: 0.835 %¶

This Week¶

Return: 0.37 %¶

Total¶

Return: 56.188 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.540000 3192.800000 221.800000 7.470000 2971.000006
HEBA B 70 -0.260000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.070000 3463.200000 86.200000 2.550000 3377.000000
FM Mattsson Mora Group B 50 -1.650000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 0.480000 614.190000 37.190000 6.450000 576.999999
AcadeMedia 12 1.080000 585.600000 28.600000 5.130000 557.000004
Norva24 Group 16 -0.890000 570.880000 27.880000 5.130000 543.000000
Samhällsbyggnadsbo. i Norden B 20 0.690000 380.800000 25.800000 7.270000 355.000000
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
Resurs Holding 22 3.700000 597.740000 23.740000 4.140000 573.999998
Eastnine 4 0.780000 513.600000 22.600000 4.600000 491.000000
OEM International B 7 1.170000 542.500000 14.500000 2.750000 527.999997
Sampo Oyj SDB 7 1.940000 3860.500000 10.500000 0.270000 3850.000000
Fastighetsbolag. Emilshus Pref 21 1.120000 571.200000 9.200000 1.640000 562.000005
Intrum 4 -0.150000 535.400000 8.400000 1.590000 527.000000
HMS Networks 2 -1.050000 679.200000 6.200000 0.920000 673.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Swedbank A 3 0.590000 566.250000 2.250000 0.400000 564.000000
Essity B 2 0.740000 575.400000 1.400000 0.240000 574.000000
Coor Service Management Hold. 8 0.600000 533.200000 1.200000 0.230000 532.000000
Creaspac SPAC 6 0.310000 577.200000 0.200000 0.030000 577.000002
Boozt 12 1.700000 1652.400000 -1.600000 -0.100000 1653.999996
Handelsbanken A 5 0.420000 542.500000 -3.500000 -0.640000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.300000 241.440000 -4.560000 -1.850000 246.000000
Securitas B 6 0.020000 563.880000 -6.120000 -1.070000 570.000000
Karnov Group 9 1.910000 527.400000 -8.600000 -1.600000 536.000004
CTEK 13 1.430000 524.810000 -9.190000 -1.720000 533.999999
Nordea Bank Abp 29 0.490000 3437.660000 -16.340000 -0.470000 3453.999992
Midsona B 63 1.380000 555.660000 -27.340000 -4.690000 582.999984
Vivesto 1368 2.010000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 0.560000 541.500000 -53.070000 -8.930000 594.565215
Axfood 13 -0.290000 3630.900000 -125.100000 -3.330000 3756.000001
OX2 18 2.150000 1457.100000 -206.900000 -12.430000 1663.999992
Fasadgruppen Group 35 2.360000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 0.720000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46314.320000 -574.250000 -1.89318% 46888.564618

Updated:¶

'2023-01-20 14:49:42.996692'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶